Let's say after exhaustive fundamental and technical chart studies you decide you want to buy the spread. You put it on at the market and enter stops on both sides. It's 100% guranteed you're going to get stoped out on one side, then you put on a limit order hoping to buy the spread at a better price. If the market chops and you and you get stopped out on both sides then you're screwed. If it continues to trend you get filled and then readjust the stop on the winning side and put in a new stop on the new filled side. And you keep doing this until you get stopped out on both sides. If the market trends you make about 50% on the outright trade, if it chops (and most markets chop most of the time) and you can avoid getting stopped out on both sides you make money if your original assumption that the spread will widen is correct. What do you think?